INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Quad Index 75-60 Memory Income Autocall April 2018 GBP
ISIN: XS1797473326
STRIKE DATE: 26/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001,557.89502767.269
OMX Stockholm 301,573.75803256.08
HSI30,007.680024062.72
S&P/ASX 2005,910.77208719.719

STRIKE DATE 26/04/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: 1.5% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -2.11% p.a.
ISIN XS1797473326
NEXT POTENTIAL MATURITY DATE 26/04/2024

EXPAND CLOSE
Investec IDAD 60-60 Low Hurdle Autocall June 2018 USD
ISIN: XS1815425944
STRIKE DATE: 07/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503459.776168.26
Russell 20001667.7752767.269
S&P/ASX 2006057.2928719.719
HSCEI12407.88103.27

STRIKE DATE 07/06/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Low Hurdle Autocall Autocall opportunities: Semi-Annual (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: 4.80% Semi-Annual Low Hurdle Trigger: 60% of initial level at maturity for all accumulated coupons Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -7.92% p.a.
ISIN XS1815425944
NEXT POTENTIAL MATURITY DATE 07/06/2024

EXPAND CLOSE
Investec IDAD 60-60 Low Hurdle Autocall June 2018 GBP
ISIN: XS1815425605
STRIKE DATE: 07/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503459.776168.26
Russell 20001667.7752767.269
S&P/ASX 2006057.2928719.719
HSCEI12407.88103.27

STRIKE DATE 07/06/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Low Hurdle Autocall Autocall opportunities: Semi-Annual (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: 3.30% Semi-Annual Low Hurdle Trigger: 60% of initial level at maturity for all accumulated coupons Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -7.92% p.a.
ISIN XS1815425605
NEXT POTENTIAL MATURITY DATE 07/06/2024

EXPAND CLOSE
BBVA Triple Index Low Hurdle Autocall April 2018 USD
ISIN: XS1799141400
STRIKE DATE: 20/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007368.1710840.35
HSCEI12054.238103.27
S&P/ASX 2005868.7768719.719

STRIKE DATE 20/04/2018
RETURN & BARRIERS
Investment Structure: Quarterly Low Hurdle Autocall Autocall Opportunities: Quarterly (First observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: 3.75% Quarterly (15.00% p.a.) Low Hurdle Trigger: 90% of initial level at maturity Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN -8.6033% p.a.
ISIN XS1799141400
NEXT POTENTIAL MATURITY DATE 22/04/2024

EXPAND CLOSE
BBVA Triple Index Low Hurdle Autocall Apr 2018 GBP
ISIN: XS1799146466
STRIKE DATE: 20/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,368.170010840.35
S&P/ASX 2005,868.77608719.719
HSCEI12,054.23008103.27

STRIKE DATE 20/04/2018
RETURN & BARRIERS
Investment Structure: Quarterly Low Hurdle Autocall Autocall Opportunities: Quarterly (First observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: 2.5% Quarterly (10.00% p.a.) Low Hurdle Trigger: 90% of initial level at maturity Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN -8.6033% p.a.
ISIN XS1799146466
NEXT POTENTIAL MATURITY DATE 22/04/2024

EXPAND CLOSE
Commerz Semi-Annual Safe Haven Classic Autocall April 2018 GBP
ISIN: XS1714822597
STRIKE DATE: 18/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8,831.880014349.51
OMX Stockholm 301,552.48503256.08
S&P/ASX 2005,861.42108719.719
S&P/TSX 60914.67002138.906

STRIKE DATE 18/04/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall opportunities: Semi-Annual (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: 4.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1714822597
NEXT POTENTIAL MATURITY DATE 18/04/2019

EXPAND CLOSE
Commerzbank IDAD Quarterly Memory Income Autocall USD
ISIN: XS1715032055
STRIKE DATE: 23/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007788.4410840.35
OMX Stockholm 301602.0983256.08
HSCEI12090.798103.27
S&P/ASX 2006032.5068719.719

STRIKE DATE 23/05/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Quarterly (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: 2.10% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -3.2283% p.a.
ISIN XS1715032055
NEXT POTENTIAL MATURITY DATE 23/05/2024

EXPAND CLOSE
BBVA 80-60 Catch-Up Income Autocall April 2018 GBP
ISIN: XS1799974958
STRIKE DATE: 16/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8,726.540014349.51
OMX Stockholm 301,526.27203256.08
S&P/ASX 2005,841.33908719.719
S&P/TSX 60901.87202138.906

STRIKE DATE 16/04/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-annual (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 3% semi-annual (6% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1799974958
NEXT POTENTIAL MATURITY DATE 12/04/2019

EXPAND CLOSE
Commerzbank IDAD Quarterly Memory Income Autocall GBP
ISIN: XS1715031917
STRIKE DATE: 23/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007788.4410840.35
OMX Stockholm 301602.0983256.08
HSCEI12090.798103.27
S&P/ASX 2006032.5068719.719

STRIKE DATE 23/05/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: 1.60% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -4.2283% p.a.
ISIN XS1715031917
NEXT POTENTIAL MATURITY DATE 23/05/2024

EXPAND CLOSE
Natixis FTSE 100 Issuer Callable Growth Participation USD
ISIN: XS1741742297
STRIKE DATE: 22/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007877.4510840.35

STRIKE DATE 22/05/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: 300% Callable Observations: Monthly (First observation at 12 months) Coupon Rate: 1.00% Per Month (12% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 3.1283% p.a.
ISIN XS1741742297
NEXT POTENTIAL MATURITY DATE 22/05/2024

EXPAND CLOSE
Natixis FTSE 100 Issuer Callable Growth Participation GBP
ISIN: XS1741742024
STRIKE DATE: 22/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007877.4510840.35

STRIKE DATE 22/05/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: 200% Callable Observations: Monthly (First observation at 12 months) Coupon Rate: 0.70% Per Month (8.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 2.085% p.a.
ISIN XS1741742024
NEXT POTENTIAL MATURITY DATE 22/05/2024

EXPAND CLOSE
Commerz Triple Index 80-70 Memory Income Autocall April 2018 GBP
ISIN: XS1714820203
STRIKE DATE: 10/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007266.7510840.35
Russell 20001543.4332767.269
Eurostoxx 503438.786168.26

STRIKE DATE 10/04/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (first observation at 36 months) Autocall Trigger: 105% of initial level Memory Coupon Rate: 1.37% Quarterly (5.48% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1714820203
NEXT POTENTIAL MATURITY DATE 10/01/2023

EXPAND CLOSE
Commerz Triple Index 80-70 Memory Income Autocall April 2018 USD
ISIN: XS1714820385
STRIKE DATE: 10/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007266.7510840.35
Russell 20001543.4332767.269
Eurostoxx 503438.786168.26

STRIKE DATE 10/04/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (first observation at 36 months) Autocall Trigger: 105% of initial level Memory Coupon Rate: 1.81% Quarterly (7.24% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1714820385
NEXT POTENTIAL MATURITY DATE 10/01/2023

EXPAND CLOSE
Commerz Triple Index 70-70 Memory Income Autocall April 2018 GBP
ISIN: XS1714820468
STRIKE DATE: 10/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007266.7510840.35
Russell 20001543.4332767.269
Eurostoxx 503438.786168.26

STRIKE DATE 10/04/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (first observation at 36 months) Autocall Trigger: 105% of initial level Memory Coupon Rate: 1.21% Quarterly (4.84% annual) Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1714820468
NEXT POTENTIAL MATURITY DATE 10/01/2023

EXPAND CLOSE
Commerz Triple Index 70-70 Memory Income Autocall April 2018 USD
ISIN: XS1714820112
STRIKE DATE: 10/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007266.7510840.35
Russell 20001543.4332767.269
Eurostoxx 503438.786168.26

STRIKE DATE 10/04/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (first observation at 36 months) Autocall Trigger: 105% of initial level Memory Coupon Rate: 1.58% Quarterly (6.32% annual) Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1714820112
NEXT POTENTIAL MATURITY DATE 10/01/2023

EXPAND CLOSE
Commerz 6yr Geared Memory Income Autocall Mar 2018 USD
ISIN: XS1714821433
STRIKE DATE: 23/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8569.0814349.51
OMX Stockholm 301513.1833256.08
S&P/ASX 2005820.7278719.719
S&P/TSX 60897.3542138.906

STRIKE DATE 23/03/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall With Double Downside Autocall opportunities: Quarterly (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: 3.1% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) Double Downside
P.A. RETURN -7.936% p.a.
ISIN XS1714821433
NEXT POTENTIAL MATURITY DATE 25/03/2024

EXPAND CLOSE
BBVA Major Markets Memory Income Autocall March 2018 USD
ISIN: XS1791430389
STRIKE DATE: 23/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006921.9410840.35
S&P 5002588.267744.06
Eurostoxx 503298.076168.26

STRIKE DATE 23/03/2018
RETURN & BARRIERS
nvestment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 6% Annual Coupon Coupon Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1791430389
NEXT POTENTIAL MATURITY DATE 25/03/2019

EXPAND CLOSE
BBVA Safe Haven Memory Income Autocall March 2018 USD
ISIN: XS1791424143
STRIKE DATE: 23/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8569.0814349.51
OMX Stockholm 301513.1833256.08
S&P/ASX 2005820.7278719.719
S&P/TSX 60897.3542138.906

STRIKE DATE 23/03/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 7.5% Annual Coupon Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1791424143
NEXT POTENTIAL MATURITY DATE 25/03/2019

EXPAND CLOSE
Commerz Safe Haven Memory Income Autocall March 2018 USD
ISIN: XS1714819700
STRIKE DATE: 23/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8569.0814349.51
OMX Stockholm 301513.1833256.08
S&P/ASX 2005820.7278719.719
S&P/TSX 60897.3542138.906

STRIKE DATE 23/03/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 7% Annual Coupon Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1714819700
NEXT POTENTIAL MATURITY DATE 25/03/2019

EXPAND CLOSE
BBVA Triple Index Low Hurdle Autocall March 2018 EUR
ISIN: XS1775616144
STRIKE DATE: 21/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,437.40006168.26
S&P/ASX 2005950.278719.719
HSI31414.5224062.72

STRIKE DATE 21/03/2018
RETURN & BARRIERS
Investment Structure: Quarterly Low Hurdle Autocall Autocall Opportunities: Quarterly (First observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: 1.85% Quarterly (7.40% p.a.) Low Hurdle Trigger: 90% of initial level at maturity Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -7.72% p.a.
ISIN XS1775616144
NEXT POTENTIAL MATURITY DATE 21/03/2024

EXPAND CLOSE